Read intraday data with getSymbols.csv · joshuaulrich/quantmod#52

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enhancementhelp wanted

説明

Currently getSymbols.csv only handles date-based indexes (it calls as.Date on the first column in the csv file). It would be nice to be able to read intraday data from CSV.

The first step would be to allow the user to call a function other than as.Date on the first column of the CSV. Then it might be nice to support CSV layouts where the date and time are in different columns (e.g. this question stackoverflow).

Note that read.zoo might provide some useful insight how to handle both of these cases.

コントリビューターガイド

技術スタック: r
領域: data
Issue 種別: feature
難度: 3
推定時間: half day
活動状況: stale
明確さ: clear
前提条件: Basic Rquantmod packageCSV file formatsDate/time parsing
初心者向け度: 50
調査方針: Examine the existing getSymbols.csv function in the quantmod package. Look at the read.zoo function for inspiration on handling date time parsing. The main changes involve adding a parameter for a custom date function and support for separate date and time columns. Check the comments for any additional requirements. No open PRs exist.